V-Lab: Hyundai Mobis Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hyundai Mobis Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:29.67% (-1.15%)

Analysis last updated: Sunday, April 21, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6287	6.41
$α$	0.0701	7.73
$β$	0.8771	55.02
$γ_{1}$	-0.0663	-1.57
$γ_{2}$	0.1574	2.59
$γ_{3}$	-0.2289	-5.99
$γ_{4}$	0.1910	5.26
$γ_{5}$	-0.0213	-0.59
$γ_{6}$	-0.0823	-2.09
$γ_{7}$	0.0965	2.22
$γ_{8}$	-0.0753	-1.74
$γ_{9}$	0.0377	0.58

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts